Exemplo n.º 1
0
/** LP solution separation method of separator */
static
SCIP_DECL_SEPAEXECLP(sepaExeclpGomory)
{  /*lint --e{715}*/
   SCIP_SEPADATA* sepadata;
   SCIP_VAR** vars;
   SCIP_COL** cols;
   SCIP_ROW** rows;
   SCIP_Real* binvrow;
   SCIP_Real* cutcoefs;
   SCIP_Real maxscale;
   SCIP_Real minfrac;
   SCIP_Real maxfrac;
   SCIP_Longint maxdnom;
   SCIP_Bool cutoff;
   int* basisind;
   int naddedcuts;
   int nvars;
   int ncols;
   int nrows;
   int ncalls;
   int depth;
   int maxdepth;
   int maxsepacuts;
   int c;
   int i;

   assert(sepa != NULL);
   assert(strcmp(SCIPsepaGetName(sepa), SEPA_NAME) == 0);
   assert(scip != NULL);
   assert(result != NULL);

   *result = SCIP_DIDNOTRUN;

   sepadata = SCIPsepaGetData(sepa);
   assert(sepadata != NULL);

   depth = SCIPgetDepth(scip);
   ncalls = SCIPsepaGetNCallsAtNode(sepa);

   minfrac = sepadata->away;
   maxfrac = 1.0 - sepadata->away;

   /* only call separator, if we are not close to terminating */
   if( SCIPisStopped(scip) )
      return SCIP_OKAY;

   /* only call the gomory cut separator a given number of times at each node */
   if( (depth == 0 && sepadata->maxroundsroot >= 0 && ncalls >= sepadata->maxroundsroot)
      || (depth > 0 && sepadata->maxrounds >= 0 && ncalls >= sepadata->maxrounds) )
      return SCIP_OKAY;

   /* only call separator, if an optimal LP solution is at hand */
   if( SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
      return SCIP_OKAY;

   /* only call separator, if the LP solution is basic */
   if( !SCIPisLPSolBasic(scip) )
      return SCIP_OKAY;

   /* only call separator, if there are fractional variables */
   if( SCIPgetNLPBranchCands(scip) == 0 )
      return SCIP_OKAY;

   /* get variables data */
   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );

   /* get LP data */
   SCIP_CALL( SCIPgetLPColsData(scip, &cols, &ncols) );
   SCIP_CALL( SCIPgetLPRowsData(scip, &rows, &nrows) );
   if( ncols == 0 || nrows == 0 )
      return SCIP_OKAY;

#if 0 /* if too many columns, separator is usually very slow: delay it until no other cuts have been found */
   if( ncols >= 50*nrows )
      return SCIP_OKAY;

   if( ncols >= 5*nrows )
   {
      int ncutsfound;

      ncutsfound = SCIPgetNCutsFound(scip);
      if( ncutsfound > sepadata->lastncutsfound || !SCIPsepaWasLPDelayed(sepa) )
      {
         sepadata->lastncutsfound = ncutsfound;
         *result = SCIP_DELAYED;
         return SCIP_OKAY;
      }
   }
#endif

   /* set the maximal denominator in rational representation of gomory cut and the maximal scale factor to
    * scale resulting cut to integral values to avoid numerical instabilities
    */
   /**@todo find better but still stable gomory cut settings: look at dcmulti, gesa3, khb0525, misc06, p2756 */
   maxdepth = SCIPgetMaxDepth(scip);
   if( depth == 0 )
   {
      maxdnom = 1000;
      maxscale = 1000.0;
   }
   else if( depth <= maxdepth/4 )
   {
      maxdnom = 1000;
      maxscale = 1000.0;
   }
   else if( depth <= maxdepth/2 )
   {
      maxdnom = 100;
      maxscale = 100.0;
   }
   else
   {
      maxdnom = 10;
      maxscale = 10.0;
   }

   /* allocate temporary memory */
   SCIP_CALL( SCIPallocBufferArray(scip, &cutcoefs, nvars) );
   SCIP_CALL( SCIPallocBufferArray(scip, &basisind, nrows) );
   SCIP_CALL( SCIPallocBufferArray(scip, &binvrow, nrows) );

   /* get basis indices */
   SCIP_CALL( SCIPgetLPBasisInd(scip, basisind) );

   /* get the maximal number of cuts allowed in a separation round */
   if( depth == 0 )
      maxsepacuts = sepadata->maxsepacutsroot;
   else
      maxsepacuts = sepadata->maxsepacuts;

   SCIPdebugMessage("searching gomory cuts: %d cols, %d rows, maxdnom=%"SCIP_LONGINT_FORMAT", maxscale=%g, maxcuts=%d\n",
      ncols, nrows, maxdnom, maxscale, maxsepacuts);

   cutoff = FALSE;
   naddedcuts = 0;

   /* for all basic columns belonging to integer variables, try to generate a gomory cut */
   for( i = 0; i < nrows && naddedcuts < maxsepacuts && !SCIPisStopped(scip) && !cutoff; ++i )
   {
      SCIP_Bool tryrow;

      tryrow = FALSE;
      c = basisind[i];
      if( c >= 0 )
      {
         SCIP_VAR* var;

         assert(c < ncols);
         var = SCIPcolGetVar(cols[c]);
         if( SCIPvarGetType(var) != SCIP_VARTYPE_CONTINUOUS )
         {
            SCIP_Real primsol;

            primsol = SCIPcolGetPrimsol(cols[c]);
            assert(SCIPgetVarSol(scip, var) == primsol); /*lint !e777*/

            if( SCIPfeasFrac(scip, primsol) >= minfrac )
            {
               SCIPdebugMessage("trying gomory cut for col <%s> [%g]\n", SCIPvarGetName(var), primsol);
               tryrow = TRUE;
            }
         }
      }
      else if( sepadata->separaterows )
      {
         SCIP_ROW* row;

         assert(0 <= -c-1 && -c-1 < nrows);
         row = rows[-c-1];
         if( SCIProwIsIntegral(row) && !SCIProwIsModifiable(row) )
         {
            SCIP_Real primsol;

            primsol = SCIPgetRowActivity(scip, row);
            if( SCIPfeasFrac(scip, primsol) >= minfrac )
            {
               SCIPdebugMessage("trying gomory cut for row <%s> [%g]\n", SCIProwGetName(row), primsol);
               tryrow = TRUE;
            }
         }
      }

      if( tryrow )
      {
         SCIP_Real cutrhs;
         SCIP_Real cutact;
         SCIP_Bool success;
         SCIP_Bool cutislocal;

         /* get the row of B^-1 for this basic integer variable with fractional solution value */
         SCIP_CALL( SCIPgetLPBInvRow(scip, i, binvrow) );

         cutact = 0.0;
         cutrhs = SCIPinfinity(scip);

         /* create a MIR cut out of the weighted LP rows using the B^-1 row as weights */
         SCIP_CALL( SCIPcalcMIR(scip, NULL, BOUNDSWITCH, USEVBDS, ALLOWLOCAL, FIXINTEGRALRHS, NULL, NULL,
               (int) MAXAGGRLEN(nvars), sepadata->maxweightrange, minfrac, maxfrac,
               binvrow, 1.0, NULL, NULL, cutcoefs, &cutrhs, &cutact, &success, &cutislocal) );
         assert(ALLOWLOCAL || !cutislocal);

         /* @todo Currently we are using the SCIPcalcMIR() function to compute the coefficients of the Gomory
          *       cut. Alternatively, we could use the direct version (see thesis of Achterberg formula (8.4)) which
          *       leads to cut a of the form \sum a_i x_i \geq 1. Rumor has it that these cuts are better.
          */

         SCIPdebugMessage(" -> success=%u: %g <= %g\n", success, cutact, cutrhs);

         /* if successful, convert dense cut into sparse row, and add the row as a cut */
         if( success && SCIPisFeasGT(scip, cutact, cutrhs) )
         {
            SCIP_ROW* cut;
            char cutname[SCIP_MAXSTRLEN];
            int v;

            /* construct cut name */
            if( c >= 0 )
               (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "gom%d_x%d", SCIPgetNLPs(scip), c);
            else
               (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "gom%d_s%d", SCIPgetNLPs(scip), -c-1);

            /* create empty cut */
            SCIP_CALL( SCIPcreateEmptyRowSepa(scip, &cut, sepa, cutname, -SCIPinfinity(scip), cutrhs,
                  cutislocal, FALSE, sepadata->dynamiccuts) );

            /* cache the row extension and only flush them if the cut gets added */
            SCIP_CALL( SCIPcacheRowExtensions(scip, cut) );

            /* collect all non-zero coefficients */
            for( v = 0; v < nvars; ++v )
            {
               if( !SCIPisZero(scip, cutcoefs[v]) )
               {
                  SCIP_CALL( SCIPaddVarToRow(scip, cut, vars[v], cutcoefs[v]) );
               }
            }

            if( SCIProwGetNNonz(cut) == 0 )
            {
               assert(SCIPisFeasNegative(scip, cutrhs));
               SCIPdebugMessage(" -> gomory cut detected infeasibility with cut 0 <= %f\n", cutrhs);
               cutoff = TRUE;
            }
            else if( SCIProwGetNNonz(cut) == 1 )
            {
               /* add the bound change as cut to avoid that the LP gets modified. that would mean the LP is not flushed
                * and the method SCIPgetLPBInvRow() fails; SCIP internally will apply that bound change automatically
                */
               SCIP_CALL( SCIPaddCut(scip, NULL, cut, TRUE) );
               naddedcuts++;
            }
            else
            {
               /* Only take efficacious cuts, except for cuts with one non-zero coefficients (= bound
                * changes); the latter cuts will be handeled internally in sepastore.
                */
               if( SCIPisCutEfficacious(scip, NULL, cut) )
               {
                  assert(success == TRUE);

                  SCIPdebugMessage(" -> gomory cut for <%s>: act=%f, rhs=%f, eff=%f\n",
                     c >= 0 ? SCIPvarGetName(SCIPcolGetVar(cols[c])) : SCIProwGetName(rows[-c-1]),
                     cutact, cutrhs, SCIPgetCutEfficacy(scip, NULL, cut));

                  if( sepadata->makeintegral )
                  {
                     /* try to scale the cut to integral values */
                     SCIP_CALL( SCIPmakeRowIntegral(scip, cut, -SCIPepsilon(scip), SCIPsumepsilon(scip),
                           maxdnom, maxscale, MAKECONTINTEGRAL, &success) );

                     if( sepadata->forcecuts )
                        success = TRUE;

                     /* in case the left hand side in minus infinity and the right hand side is plus infinity the cut is
                      * useless so we are not taking it at all
                      */
                     if( (SCIPisInfinity(scip, -SCIProwGetLhs(cut)) && SCIPisInfinity(scip, SCIProwGetRhs(cut))) )
                        success = FALSE;

                     /* @todo Trying to make the Gomory cut integral might fail. Due to numerical reasons/arguments we
                      *       currently ignore such cuts. If the cut, however, has small support (let's say smaller or equal to
                      *       5), we might want to add that cut (even it does not have integral coefficients). To be able to
                      *       do that we need to add a rank to the data structure of a row. The rank of original rows are
                      *       zero and for aggregated rows it is the maximum over all used rows plus one.
                      */
                  }

                  if( success )
                  {
                     SCIPdebugMessage(" -> found gomory cut <%s>: act=%f, rhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
                        cutname, SCIPgetRowLPActivity(scip, cut), SCIProwGetRhs(cut), SCIProwGetNorm(cut),
                        SCIPgetCutEfficacy(scip, NULL, cut),
                        SCIPgetRowMinCoef(scip, cut), SCIPgetRowMaxCoef(scip, cut),
                        SCIPgetRowMaxCoef(scip, cut)/SCIPgetRowMinCoef(scip, cut));

                     /* flush all changes before adding the cut */
                     SCIP_CALL( SCIPflushRowExtensions(scip, cut) );

                     /* add global cuts which are not implicit bound changes to the cut pool */
                     if( !cutislocal )
                     {
                        if( sepadata->delayedcuts )
                        {
                           SCIP_CALL( SCIPaddDelayedPoolCut(scip, cut) );
                        }
                        else
                        {
                           SCIP_CALL( SCIPaddPoolCut(scip, cut) );
                        }
                     }
                     else
                     {
                        /* local cuts we add to the sepastore */
                        SCIP_CALL( SCIPaddCut(scip, NULL, cut, FALSE) );
                     }

                     naddedcuts++;
                  }
               }
            }

            /* release the row */
            SCIP_CALL( SCIPreleaseRow(scip, &cut) );
         }
      }
   }

   /* free temporary memory */
   SCIPfreeBufferArray(scip, &binvrow);
   SCIPfreeBufferArray(scip, &basisind);
   SCIPfreeBufferArray(scip, &cutcoefs);

   SCIPdebugMessage("end searching gomory cuts: found %d cuts\n", naddedcuts);

   sepadata->lastncutsfound = SCIPgetNCutsFound(scip);

   /* evalute the result of the separation */
   if( cutoff )
      *result = SCIP_CUTOFF;
   else if ( naddedcuts > 0 )
      *result = SCIP_SEPARATED;
   else
      *result = SCIP_DIDNOTFIND;

   return SCIP_OKAY;
}
Exemplo n.º 2
0
/** LP solution separation method of separator */
static
SCIP_DECL_SEPAEXECLP(sepaExeclpStrongcg)
{  /*lint --e{715}*/
   SCIP_SEPADATA* sepadata;
   SCIP_VAR** vars;
   SCIP_COL** cols;
   SCIP_ROW** rows;
   SCIP_Real* varsolvals;
   SCIP_Real* binvrow;
   SCIP_Real* cutcoefs;
   SCIP_Real cutrhs;
   SCIP_Real cutact;
   SCIP_Real maxscale;
   SCIP_Longint maxdnom;
   int* basisind;
   int* inds;
   int ninds;
   int nvars;
   int ncols;
   int nrows;
   int ncalls;
   int depth;
   int maxdepth;
   int maxsepacuts;
   int ncuts;
   int c;
   int i;
   int cutrank;
   SCIP_Bool success;
   SCIP_Bool cutislocal;
   char normtype;

   assert(sepa != NULL);
   assert(strcmp(SCIPsepaGetName(sepa), SEPA_NAME) == 0);
   assert(scip != NULL);
   assert(result != NULL);

   *result = SCIP_DIDNOTRUN;

   sepadata = SCIPsepaGetData(sepa);
   assert(sepadata != NULL);

   depth = SCIPgetDepth(scip);
   ncalls = SCIPsepaGetNCallsAtNode(sepa);

   /* only call separator, if we are not close to terminating */
   if( SCIPisStopped(scip) )
      return SCIP_OKAY;

   /* only call the strong CG cut separator a given number of times at each node */
   if( (depth == 0 && sepadata->maxroundsroot >= 0 && ncalls >= sepadata->maxroundsroot)
      || (depth > 0 && sepadata->maxrounds >= 0 && ncalls >= sepadata->maxrounds) )
      return SCIP_OKAY;

   /* only call separator, if an optimal LP solution is at hand */
   if( SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
      return SCIP_OKAY;

   /* only call separator, if the LP solution is basic */
   if( !SCIPisLPSolBasic(scip) )
      return SCIP_OKAY;

   /* only call separator, if there are fractional variables */
   if( SCIPgetNLPBranchCands(scip) == 0 )
      return SCIP_OKAY;

   /* get variables data */
   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );

   /* get LP data */
   SCIP_CALL( SCIPgetLPColsData(scip, &cols, &ncols) );
   SCIP_CALL( SCIPgetLPRowsData(scip, &rows, &nrows) );
   if( ncols == 0 || nrows == 0 )
      return SCIP_OKAY;

#if 0 /* if too many columns, separator is usually very slow: delay it until no other cuts have been found */
   if( ncols >= 50*nrows )
      return SCIP_OKAY;
   if( ncols >= 5*nrows )
   {
      int ncutsfound;

      ncutsfound = SCIPgetNCutsFound(scip);
      if( ncutsfound > sepadata->lastncutsfound || !SCIPsepaWasLPDelayed(sepa) )
      {
         sepadata->lastncutsfound = ncutsfound;
         *result = SCIP_DELAYED;
         return SCIP_OKAY;
      }
   }
#endif

   /* get the type of norm to use for efficacy calculations */
   SCIP_CALL( SCIPgetCharParam(scip, "separating/efficacynorm", &normtype) );

   /* set the maximal denominator in rational representation of strong CG cut and the maximal scale factor to
    * scale resulting cut to integral values to avoid numerical instabilities
    */
   /**@todo find better but still stable strong CG cut settings: look at dcmulti, gesa3, khb0525, misc06, p2756 */
   maxdepth = SCIPgetMaxDepth(scip);
   if( depth == 0 )
   {
      maxdnom = 1000;
      maxscale = 1000.0;
   }
   else if( depth <= maxdepth/4 )
   {
      maxdnom = 1000;
      maxscale = 1000.0;
   }
   else if( depth <= maxdepth/2 )
   {
      maxdnom = 100;
      maxscale = 100.0;
   }
   else
   {
      maxdnom = 10;
      maxscale = 10.0;
   }

   *result = SCIP_DIDNOTFIND;

   /* allocate temporary memory */
   SCIP_CALL( SCIPallocBufferArray(scip, &cutcoefs, nvars) );
   SCIP_CALL( SCIPallocBufferArray(scip, &basisind, nrows) );
   SCIP_CALL( SCIPallocBufferArray(scip, &binvrow, nrows) );
   SCIP_CALL( SCIPallocBufferArray(scip, &inds, nrows) );
   varsolvals = NULL; /* allocate this later, if needed */

   /* get basis indices */
   SCIP_CALL( SCIPgetLPBasisInd(scip, basisind) );

   /* get the maximal number of cuts allowed in a separation round */
   if( depth == 0 )
      maxsepacuts = sepadata->maxsepacutsroot;
   else
      maxsepacuts = sepadata->maxsepacuts;

   SCIPdebugMessage("searching strong CG cuts: %d cols, %d rows, maxdnom=%" SCIP_LONGINT_FORMAT ", maxscale=%g, maxcuts=%d\n",
      ncols, nrows, maxdnom, maxscale, maxsepacuts);

   /* for all basic columns belonging to integer variables, try to generate a strong CG cut */
   ncuts = 0;
   for( i = 0; i < nrows && ncuts < maxsepacuts && !SCIPisStopped(scip) && *result != SCIP_CUTOFF; ++i )
   {
      SCIP_Bool tryrow;

      tryrow = FALSE;
      c = basisind[i];
      if( c >= 0 )
      {
         SCIP_VAR* var;

         assert(c < ncols);
         var = SCIPcolGetVar(cols[c]);
         if( SCIPvarGetType(var) != SCIP_VARTYPE_CONTINUOUS )
         {
            SCIP_Real primsol;

            primsol = SCIPcolGetPrimsol(cols[c]);
            assert(SCIPgetVarSol(scip, var) == primsol); /*lint !e777*/

            if( SCIPfeasFrac(scip, primsol) >= MINFRAC )
            {
               SCIPdebugMessage("trying strong CG cut for col <%s> [%g]\n", SCIPvarGetName(var), primsol);
               tryrow = TRUE;
            }
         }
      }
#ifdef SEPARATEROWS
      else
      {
         SCIP_ROW* row;

         assert(0 <= -c-1 && -c-1 < nrows);
         row = rows[-c-1];
         if( SCIProwIsIntegral(row) && !SCIProwIsModifiable(row) )
         {
            SCIP_Real primsol;

            primsol = SCIPgetRowActivity(scip, row);
            if( SCIPfeasFrac(scip, primsol) >= MINFRAC )
            {
               SCIPdebugMessage("trying strong CG cut for row <%s> [%g]\n", SCIProwGetName(row), primsol);
               tryrow = TRUE;
            }
         }
      }
#endif

      if( tryrow )
      {
         /* get the row of B^-1 for this basic integer variable with fractional solution value */
         SCIP_CALL( SCIPgetLPBInvRow(scip, i, binvrow, inds, &ninds) );

#ifdef SCIP_DEBUG
         /* initialize variables, that might not have been initialized in SCIPcalcMIR if success == FALSE */
         cutact = 0.0;
         cutrhs = SCIPinfinity(scip);
#endif
         /* create a strong CG cut out of the weighted LP rows using the B^-1 row as weights */
         SCIP_CALL( SCIPcalcStrongCG(scip, BOUNDSWITCH, USEVBDS, ALLOWLOCAL, (int) MAXAGGRLEN(nvars), sepadata->maxweightrange, MINFRAC, MAXFRAC,
               binvrow, inds, ninds, 1.0, cutcoefs, &cutrhs, &cutact, &success, &cutislocal, &cutrank) );
         assert(ALLOWLOCAL || !cutislocal);
         SCIPdebugMessage(" -> success=%u: %g <= %g\n", success, cutact, cutrhs);

         /* if successful, convert dense cut into sparse row, and add the row as a cut */
         if( success && SCIPisFeasGT(scip, cutact, cutrhs) )
         {
            SCIP_VAR** cutvars;
            SCIP_Real* cutvals;
            SCIP_Real cutnorm;
            int cutlen;

            /* if this is the first successful cut, get the LP solution for all COLUMN variables */
            if( varsolvals == NULL )
            {
               int v;

               SCIP_CALL( SCIPallocBufferArray(scip, &varsolvals, nvars) );
               for( v = 0; v < nvars; ++v )
               {
                  if( SCIPvarGetStatus(vars[v]) == SCIP_VARSTATUS_COLUMN )
                     varsolvals[v] = SCIPvarGetLPSol(vars[v]);
               }
            }
            assert(varsolvals != NULL);

            /* get temporary memory for storing the cut as sparse row */
            SCIP_CALL( SCIPallocBufferArray(scip, &cutvars, nvars) );
            SCIP_CALL( SCIPallocBufferArray(scip, &cutvals, nvars) );

            /* store the cut as sparse row, calculate activity and norm of cut */
            SCIP_CALL( storeCutInArrays(scip, nvars, vars, cutcoefs, varsolvals, normtype,
                  cutvars, cutvals, &cutlen, &cutact, &cutnorm) );

            SCIPdebugMessage(" -> strong CG cut for <%s>: act=%f, rhs=%f, norm=%f, eff=%f, rank=%d\n",
               c >= 0 ? SCIPvarGetName(SCIPcolGetVar(cols[c])) : SCIProwGetName(rows[-c-1]),
               cutact, cutrhs, cutnorm, (cutact - cutrhs)/cutnorm, cutrank);

            if( SCIPisPositive(scip, cutnorm) && SCIPisEfficacious(scip, (cutact - cutrhs)/cutnorm) )
            {
               SCIP_ROW* cut;
               char cutname[SCIP_MAXSTRLEN];

               /* create the cut */
               if( c >= 0 )
                  (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "scg%d_x%d", SCIPgetNLPs(scip), c);
               else
                  (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "scg%d_s%d", SCIPgetNLPs(scip), -c-1);
               SCIP_CALL( SCIPcreateEmptyRowSepa(scip, &cut, sepa, cutname, -SCIPinfinity(scip), cutrhs, cutislocal, FALSE, sepadata->dynamiccuts) );
               SCIP_CALL( SCIPaddVarsToRow(scip, cut, cutlen, cutvars, cutvals) );
               /*SCIPdebug( SCIP_CALL(SCIPprintRow(scip, cut, NULL)) );*/
               SCIProwChgRank(cut, cutrank);

               assert(success);
#ifdef MAKECUTINTEGRAL
               /* try to scale the cut to integral values */
               SCIP_CALL( SCIPmakeRowIntegral(scip, cut, -SCIPepsilon(scip), SCIPsumepsilon(scip),
                     maxdnom, maxscale, MAKECONTINTEGRAL, &success) );
#else
#ifdef MAKEINTCUTINTEGRAL
               /* try to scale the cut to integral values if there are no continuous variables
                *  -> leads to an integral slack variable that can later be used for other cuts
                */
               {
                  int k = 0;
                  while ( k < cutlen && SCIPvarIsIntegral(cutvars[k]) )
                     ++k;
                  if( k == cutlen )
                  {
                     SCIP_CALL( SCIPmakeRowIntegral(scip, cut, -SCIPepsilon(scip), SCIPsumepsilon(scip),
                           maxdnom, maxscale, MAKECONTINTEGRAL, &success) );
                  }
               }
#endif
#endif

#ifndef FORCECUTINTEGRAL
               success = TRUE;
#endif

               if( success )
               {
                  if( !SCIPisCutEfficacious(scip, NULL, cut) )
                  {
                     SCIPdebugMessage(" -> strong CG cut <%s> no longer efficacious: act=%f, rhs=%f, norm=%f, eff=%f\n",
                        cutname, SCIPgetRowLPActivity(scip, cut), SCIProwGetRhs(cut), SCIProwGetNorm(cut),
                        SCIPgetCutEfficacy(scip, NULL, cut));
                     /*SCIPdebug( SCIP_CALL(SCIPprintRow(scip, cut, NULL)) );*/
                     success = FALSE;
                  }
                  else
                  {
                     SCIP_Bool infeasible;

                     SCIPdebugMessage(" -> found strong CG cut <%s>: act=%f, rhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
                        cutname, SCIPgetRowLPActivity(scip, cut), SCIProwGetRhs(cut), SCIProwGetNorm(cut),
                        SCIPgetCutEfficacy(scip, NULL, cut),
                        SCIPgetRowMinCoef(scip, cut), SCIPgetRowMaxCoef(scip, cut),
                        SCIPgetRowMaxCoef(scip, cut)/SCIPgetRowMinCoef(scip, cut));
                     /*SCIPdebug( SCIP_CALL(SCIPprintRow(scip, cut, NULL)) );*/
                     SCIP_CALL( SCIPaddCut(scip, NULL, cut, FALSE, &infeasible) );
                     if ( infeasible )
                        *result = SCIP_CUTOFF;
                     else
                     {
                        if( !cutislocal )
                        {
                           SCIP_CALL( SCIPaddPoolCut(scip, cut) );
                        }
                        *result = SCIP_SEPARATED;
                     }
                     ncuts++;
                  }
               }
               else
               {
                  SCIPdebugMessage(" -> strong CG cut <%s> couldn't be scaled to integral coefficients: act=%f, rhs=%f, norm=%f, eff=%f\n",
                     cutname, cutact, cutrhs, cutnorm, SCIPgetCutEfficacy(scip, NULL, cut));
               }

               /* release the row */
               SCIP_CALL( SCIPreleaseRow(scip, &cut) );
            }

            /* free temporary memory */
            SCIPfreeBufferArray(scip, &cutvals);
            SCIPfreeBufferArray(scip, &cutvars);
         }
      }
   }

   /* free temporary memory */
   SCIPfreeBufferArrayNull(scip, &varsolvals);
   SCIPfreeBufferArray(scip, &inds);
   SCIPfreeBufferArray(scip, &binvrow);
   SCIPfreeBufferArray(scip, &basisind);
   SCIPfreeBufferArray(scip, &cutcoefs);

   SCIPdebugMessage("end searching strong CG cuts: found %d cuts\n", ncuts);

   sepadata->lastncutsfound = SCIPgetNCutsFound(scip);

   return SCIP_OKAY;
}
Exemplo n.º 3
0
/** LP solution separation method for disjunctive cuts */
static
SCIP_DECL_SEPAEXECLP(sepaExeclpDisjunctive)
{
   SCIP_SEPADATA* sepadata;
   SCIP_CONSHDLR* conshdlr;
   SCIP_DIGRAPH* conflictgraph;
   SCIP_ROW** rows;
   SCIP_COL** cols;
   SCIP_Real* cutcoefs = NULL;
   SCIP_Real* simplexcoefs1 = NULL;
   SCIP_Real* simplexcoefs2 = NULL;
   SCIP_Real* coef = NULL;
   SCIP_Real* binvrow = NULL;
   SCIP_Real* rowsmaxval = NULL;
   SCIP_Real* violationarray = NULL;
   int* fixings1 = NULL;
   int* fixings2 = NULL;
   int* basisind = NULL;
   int* basisrow = NULL;
   int* varrank = NULL;
   int* edgearray = NULL;
   int nedges;
   int ndisjcuts;
   int nrelevantedges;
   int nsos1vars;
   int nconss;
   int maxcuts;
   int ncalls;
   int depth;
   int ncols;
   int nrows;
   int ind;
   int j;
   int i;

   assert( sepa != NULL );
   assert( strcmp(SCIPsepaGetName(sepa), SEPA_NAME) == 0 );
   assert( scip != NULL );
   assert( result != NULL );

   *result = SCIP_DIDNOTRUN;

   /* only generate disjunctive cuts if we are not close to terminating */
   if ( SCIPisStopped(scip) )
      return SCIP_OKAY;

   /* only generate disjunctive cuts if an optimal LP solution is at hand */
   if ( SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
      return SCIP_OKAY;

   /* only generate disjunctive cuts if the LP solution is basic */
   if ( ! SCIPisLPSolBasic(scip) )
      return SCIP_OKAY;

   /* get LP data */
   SCIP_CALL( SCIPgetLPColsData(scip, &cols, &ncols) );
   SCIP_CALL( SCIPgetLPRowsData(scip, &rows, &nrows) );

   /* return if LP has no columns or no rows */
   if ( ncols == 0 || nrows == 0 )
      return SCIP_OKAY;

   assert( cols != NULL );
   assert( rows != NULL );

   /* get sepa data */
   sepadata = SCIPsepaGetData(sepa);
   assert( sepadata != NULL );

   /* get constraint handler */
   conshdlr = sepadata->conshdlr;
   if ( conshdlr == NULL )
      return SCIP_OKAY;

   /* get number of constraints */
   nconss = SCIPconshdlrGetNConss(conshdlr);
   if ( nconss == 0 )
      return SCIP_OKAY;

   /* check for maxdepth < depth, maxinvcutsroot = 0 and maxinvcuts = 0 */
   depth = SCIPgetDepth(scip);
   if ( ( sepadata->maxdepth >= 0 && sepadata->maxdepth < depth )
      || ( depth == 0 && sepadata->maxinvcutsroot == 0 )
      || ( depth > 0 && sepadata->maxinvcuts == 0 ) )
      return SCIP_OKAY;

   /* only call the cut separator a given number of times at each node */
   ncalls = SCIPsepaGetNCallsAtNode(sepa);
   if ( (depth == 0 && sepadata->maxroundsroot >= 0 && ncalls >= sepadata->maxroundsroot)
      || (depth > 0 && sepadata->maxrounds >= 0 && ncalls >= sepadata->maxrounds) )
      return SCIP_OKAY;

   /* get conflict graph and number of conflict graph edges (note that the digraph arcs were added in both directions) */
   conflictgraph = SCIPgetConflictgraphSOS1(conshdlr);
   nedges = (int)SCIPceil(scip, (SCIP_Real)SCIPdigraphGetNArcs(conflictgraph)/2);

   /* if too many conflict graph edges, the separator can be slow: delay it until no other cuts have been found */
   if ( sepadata->maxconfsdelay >= 0 && nedges >= sepadata->maxconfsdelay )
   {
      int ncutsfound;

      ncutsfound = SCIPgetNCutsFound(scip);
      if ( ncutsfound > sepadata->lastncutsfound || ! SCIPsepaWasLPDelayed(sepa) )
      {
         sepadata->lastncutsfound = ncutsfound;
         *result = SCIP_DELAYED;
         return SCIP_OKAY;
      }
   }

   /* check basis status */
   for (j = 0; j < ncols; ++j)
   {
      if ( SCIPcolGetBasisStatus(cols[j]) == SCIP_BASESTAT_ZERO )
         return SCIP_OKAY;
   }

   /* get number of SOS1 variables */
   nsos1vars = SCIPgetNSOS1Vars(conshdlr);

   /* allocate buffer arrays */
   SCIP_CALL( SCIPallocBufferArray(scip, &edgearray, nedges) );
   SCIP_CALL( SCIPallocBufferArray(scip, &fixings1, nedges) );
   SCIP_CALL( SCIPallocBufferArray(scip, &fixings2, nedges) );
   SCIP_CALL( SCIPallocBufferArray(scip, &violationarray, nedges) );

   /* get all violated conflicts {i, j} in the conflict graph and sort them based on the degree of a violation value */
   nrelevantedges = 0;
   for (j = 0; j < nsos1vars; ++j)
   {
      SCIP_VAR* var;

      var = SCIPnodeGetVarSOS1(conflictgraph, j);

      if ( SCIPvarIsActive(var) && ! SCIPisFeasZero(scip, SCIPcolGetPrimsol(SCIPvarGetCol(var))) && SCIPcolGetBasisStatus(SCIPvarGetCol(var)) == SCIP_BASESTAT_BASIC )
      {
         int* succ;
         int nsucc;

         /* get successors and number of successors */
         nsucc = SCIPdigraphGetNSuccessors(conflictgraph, j);
         succ = SCIPdigraphGetSuccessors(conflictgraph, j);

         for (i = 0; i < nsucc; ++i)
         {
            SCIP_VAR* varsucc;
            int succind;

            succind = succ[i];
            varsucc = SCIPnodeGetVarSOS1(conflictgraph, succind);
            if ( SCIPvarIsActive(varsucc) && succind < j && ! SCIPisFeasZero(scip, SCIPgetSolVal(scip, NULL, varsucc) ) &&
                 SCIPcolGetBasisStatus(SCIPvarGetCol(varsucc)) == SCIP_BASESTAT_BASIC )
            {
               fixings1[nrelevantedges] = j;
               fixings2[nrelevantedges] = succind;
               edgearray[nrelevantedges] = nrelevantedges;
               violationarray[nrelevantedges++] = SCIPgetSolVal(scip, NULL, var) * SCIPgetSolVal(scip, NULL, varsucc);
            }
         }
      }
   }

   /* sort violation score values */
   if ( nrelevantedges > 0)
      SCIPsortDownRealInt(violationarray, edgearray, nrelevantedges);
   else
   {
      SCIPfreeBufferArrayNull(scip, &violationarray);
      SCIPfreeBufferArrayNull(scip, &fixings2);
      SCIPfreeBufferArrayNull(scip, &fixings1);
      SCIPfreeBufferArrayNull(scip, &edgearray);

      return SCIP_OKAY;
   }
   SCIPfreeBufferArrayNull(scip, &violationarray);

   /* compute maximal number of cuts */
   if ( SCIPgetDepth(scip) == 0 )
      maxcuts = MIN(sepadata->maxinvcutsroot, nrelevantedges);
   else
      maxcuts = MIN(sepadata->maxinvcuts, nrelevantedges);
   assert( maxcuts > 0 );

   /* allocate buffer arrays */
   SCIP_CALL( SCIPallocBufferArray(scip, &varrank, ncols) );
   SCIP_CALL( SCIPallocBufferArray(scip, &rowsmaxval, nrows) );
   SCIP_CALL( SCIPallocBufferArray(scip, &basisrow, ncols) );
   SCIP_CALL( SCIPallocBufferArray(scip, &binvrow, nrows) );
   SCIP_CALL( SCIPallocBufferArray(scip, &coef, ncols) );
   SCIP_CALL( SCIPallocBufferArray(scip, &simplexcoefs1, ncols) );
   SCIP_CALL( SCIPallocBufferArray(scip, &simplexcoefs2, ncols) );
   SCIP_CALL( SCIPallocBufferArray(scip, &cutcoefs, ncols) );
   SCIP_CALL( SCIPallocBufferArray(scip, &basisind, nrows) );

   /* get basis indices */
   SCIP_CALL( SCIPgetLPBasisInd(scip, basisind) );

   /* create vector "basisrow" with basisrow[column of non-slack basis variable] = corresponding row of B^-1;
    * compute maximum absolute value of nonbasic row coefficients */
   for (j = 0; j < nrows; ++j)
   {
      SCIP_COL** rowcols;
      SCIP_Real* rowvals;
      SCIP_ROW* row;
      SCIP_Real val;
      SCIP_Real max = 0.0;
      int nnonz;

      /* fill basisrow vector */
      ind = basisind[j];
      if ( ind >= 0 )
         basisrow[ind] = j;

      /* compute maximum absolute value of nonbasic row coefficients */
      row = rows[j];
      assert( row != NULL );
      rowvals = SCIProwGetVals(row);
      nnonz = SCIProwGetNNonz(row);
      rowcols = SCIProwGetCols(row);

      for (i = 0; i < nnonz; ++i)
      {
         if ( SCIPcolGetBasisStatus(rowcols[i]) == SCIP_BASESTAT_LOWER  || SCIPcolGetBasisStatus(rowcols[i]) == SCIP_BASESTAT_UPPER )
         {
            val = REALABS(rowvals[i]);
            if ( SCIPisFeasGT(scip, val, max) )
               max = REALABS(val);
         }
      }

      /* handle slack variable coefficient and save maximum value */
      rowsmaxval[j] = MAX(max, 1.0);
   }

   /* initialize variable ranks with -1 */
   for (j = 0; j < ncols; ++j)
      varrank[j] = -1;

   /* free buffer array */
   SCIPfreeBufferArrayNull(scip, &basisind);

   /* for the most promising disjunctions: try to generate disjunctive cuts */
   ndisjcuts = 0;
   for (i = 0; i < maxcuts; ++i)
   {
      SCIP_Bool madeintegral;
      SCIP_Real cutlhs1;
      SCIP_Real cutlhs2;
      SCIP_Real bound1;
      SCIP_Real bound2;
      SCIP_ROW* row = NULL;
      SCIP_VAR* var;
      SCIP_COL* col;

      int nonbasicnumber;
      int cutrank = 0;
      int edgenumber;
      int rownnonz;

      edgenumber = edgearray[i];

      /* determine first simplex row */
      var = SCIPnodeGetVarSOS1(conflictgraph, fixings1[edgenumber]);
      col = SCIPvarGetCol(var);
      ind = SCIPcolGetLPPos(col);
      assert( ind >= 0 );
      assert( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_BASIC );

      /* get the 'ind'th row of B^-1 and B^-1 \cdot A */
      SCIP_CALL( SCIPgetLPBInvRow(scip, basisrow[ind], binvrow, NULL, NULL) );
      SCIP_CALL( SCIPgetLPBInvARow(scip, basisrow[ind], binvrow, coef, NULL, NULL) );

      /* get the simplex-coefficients of the non-basic variables */
      SCIP_CALL( getSimplexCoefficients(scip, rows, nrows, cols, ncols, coef, binvrow, simplexcoefs1, &nonbasicnumber) );

      /* get rank of variable if not known already */
      if ( varrank[ind] < 0 )
         varrank[ind] = getVarRank(scip, binvrow, rowsmaxval, sepadata->maxweightrange, rows, nrows);
      cutrank = MAX(cutrank, varrank[ind]);

      /* get right hand side and bound of simplex talbeau row */
      cutlhs1 = SCIPcolGetPrimsol(col);
      if ( SCIPisFeasPositive(scip, cutlhs1) )
         bound1 = SCIPcolGetUb(col);
      else
         bound1 = SCIPcolGetLb(col);


      /* determine second simplex row */
      var = SCIPnodeGetVarSOS1(conflictgraph, fixings2[edgenumber]);
      col = SCIPvarGetCol(var);
      ind = SCIPcolGetLPPos(col);
      assert( ind >= 0 );
      assert( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_BASIC );

      /* get the 'ind'th row of B^-1 and B^-1 \cdot A */
      SCIP_CALL( SCIPgetLPBInvRow(scip, basisrow[ind], binvrow, NULL, NULL) );
      SCIP_CALL( SCIPgetLPBInvARow(scip, basisrow[ind], binvrow, coef, NULL, NULL) );

      /* get the simplex-coefficients of the non-basic variables */
      SCIP_CALL( getSimplexCoefficients(scip, rows, nrows, cols, ncols, coef, binvrow, simplexcoefs2, &nonbasicnumber) );

      /* get rank of variable if not known already */
      if ( varrank[ind] < 0 )
         varrank[ind] = getVarRank(scip, binvrow, rowsmaxval, sepadata->maxweightrange, rows, nrows);
      cutrank = MAX(cutrank, varrank[ind]);

      /* get right hand side and bound of simplex talbeau row */
      cutlhs2 = SCIPcolGetPrimsol(col);
      if ( SCIPisFeasPositive(scip, cutlhs2) )
         bound2 = SCIPcolGetUb(col);
      else
         bound2 = SCIPcolGetLb(col);

      /* add coefficients to cut */
      SCIP_CALL( generateDisjCutSOS1(scip, sepa, rows, nrows, cols, ncols, ndisjcuts, TRUE, sepadata->strengthen, cutlhs1, cutlhs2, bound1, bound2, simplexcoefs1, simplexcoefs2, cutcoefs, &row, &madeintegral) );
      if ( row == NULL )
         continue;

      /* raise cutrank for present cut */
      ++cutrank;

      /* check if there are numerical evidences */
      if ( ( madeintegral && ( sepadata->maxrankintegral == -1 || cutrank <= sepadata->maxrankintegral ) )
         || ( ! madeintegral && ( sepadata->maxrank == -1 || cutrank <= sepadata->maxrank ) ) )
      {
         /* possibly add cut to LP if it is useful; in case the lhs of the cut is minus infinity (due to scaling) the cut is useless */
         rownnonz = SCIProwGetNNonz(row);
         if ( rownnonz > 0 && ! SCIPisInfinity(scip, -SCIProwGetLhs(row)) && ! SCIProwIsInLP(row) && SCIPisCutEfficacious(scip, NULL, row) )
         {
            SCIP_Bool infeasible;

            /* set cut rank */
            SCIProwChgRank(row, cutrank);

            /* add cut */
            SCIP_CALL( SCIPaddCut(scip, NULL, row, FALSE, &infeasible) );
            SCIPdebug( SCIP_CALL( SCIPprintRow(scip, row, NULL) ) );
            if ( infeasible )
            {
               *result = SCIP_CUTOFF;
               break;
            }
            ++ndisjcuts;
         }
      }

      /* release row */
      SCIP_CALL( SCIPreleaseRow(scip, &row) );
   }

   /* save total number of cuts found so far */
   sepadata->lastncutsfound = SCIPgetNCutsFound(scip);

   /* evaluate the result of the separation */
   if ( *result != SCIP_CUTOFF )
   {
      if ( ndisjcuts > 0 )
         *result = SCIP_SEPARATED;
      else
         *result = SCIP_DIDNOTFIND;
   }

   SCIPdebugMessage("Number of found disjunctive cuts: %d.\n", ndisjcuts);

   /* free buffer arrays */
   SCIPfreeBufferArrayNull(scip, &cutcoefs);
   SCIPfreeBufferArrayNull(scip, &simplexcoefs2);
   SCIPfreeBufferArrayNull(scip, &simplexcoefs1);
   SCIPfreeBufferArrayNull(scip, &coef);
   SCIPfreeBufferArrayNull(scip, &binvrow);
   SCIPfreeBufferArrayNull(scip, &basisrow);
   SCIPfreeBufferArrayNull(scip, &fixings2);
   SCIPfreeBufferArrayNull(scip, &fixings1);
   SCIPfreeBufferArrayNull(scip, &edgearray);
   SCIPfreeBufferArrayNull(scip, &rowsmaxval);
   SCIPfreeBufferArrayNull(scip, &varrank);

   return SCIP_OKAY;
}
Exemplo n.º 4
0
/** generates the direction of the shooting ray as the average of the normalized non-basic vars and rows */
static
SCIP_RETCODE generateAverageNBRay(
   SCIP*                 scip,               /**< SCIP data structure                   */
   SCIP_Real*            raydirection,       /**< shooting ray                          */
   int*                  fracspace,          /**< index set of fractional variables     */
   SCIP_VAR**            subspacevars,       /**< pointer to fractional space variables */
   int                   nsubspacevars       /**< dimension of fractional space         */
   )
{
   SCIP_ROW** rows;
   SCIP_COL** cols;
   int nrows;
   int ncols;
   int i;

   assert(scip != NULL);
   assert(raydirection != NULL);
   assert(fracspace != NULL);
   assert(subspacevars != NULL);

   SCIP_CALL( SCIPgetLPRowsData(scip, &rows, &nrows) );
   SCIP_CALL( SCIPgetLPColsData(scip, &cols, &ncols) );

   /* add up non-basic variables */
   for( i = nsubspacevars - 1; i >= 0; --i )
   {
      SCIP_Real solval;

      solval = SCIPvarGetLPSol(subspacevars[i]);

      if( SCIPisFeasEQ(scip, solval, SCIPvarGetLbLocal(subspacevars[i])) )
         raydirection[i] = +1.0;
      else if( SCIPisFeasEQ(scip, solval, SCIPvarGetUbLocal(subspacevars[i])) )
         raydirection[i] = -1.0;
      else
         raydirection[i] = 0.0;
   }

   /* add up non-basic rows */
   for( i = nrows - 1; i >= 0; --i )
   {
      SCIP_Real dualsol;
      SCIP_Real factor;
      SCIP_Real* coeffs;
      SCIP_Real rownorm;
      int j;
      int nnonz;

      dualsol = SCIProwGetDualsol(rows[i]);
      if( SCIPisFeasPositive(scip, dualsol) )
         factor = 1.0;
      else if( SCIPisFeasNegative(scip, dualsol) )
         factor = -1.0;
      else
         continue;

      /* get the row's data */
      coeffs = SCIProwGetVals(rows[i]);
      cols = SCIProwGetCols(rows[i]);

      nnonz = SCIProwGetNNonz(rows[i]);

      rownorm = 0.0;
      for( j = nnonz - 1; j >= 0; --j )
      {
         SCIP_VAR* var;
         var = SCIPcolGetVar(cols[j]);
         if( fracspace[SCIPvarGetProbindex(var)] >= 0 )
            rownorm += coeffs[j] * coeffs[j];
      }

      if( SCIPisFeasZero(scip,rownorm) )
         continue;
      else
      {
         assert(rownorm > 0);
         rownorm = SQRT(rownorm);
      }

      for( j = nnonz - 1; j >= 0; --j )
      {
         SCIP_VAR* var;
         int f;

         var = SCIPcolGetVar(cols[j]);
         f = fracspace[SCIPvarGetProbindex(var)];

         if( f >= 0 )
         {
            raydirection[f] += factor * coeffs[j] / rownorm;
            assert(SCIP_REAL_MIN <= raydirection[f] && raydirection[f]  <= SCIP_REAL_MAX);
         }
      }
   }
   return SCIP_OKAY;
}